@tangbofu的马甲 目前国外复杂网络用于金融市场的前沿性文章能否推荐下？

[haoawesome]

http://www.weibo.com/2134495963/BoLNDjhRc#_rnd1411760487626

[haoawesome]

http://en.wikipedia.org/wiki/Complex_network In the context of network theory, a complex network is a graph (network) with non-trivial topological features—features that do not occur in simple networks such as lattices or random graphs but often occur in real graphs.

http://en.wikipedia.org/wiki/Systemic_risk In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to risk associated with any one individual entity, group or component of a system, that can be contained therein without harming the entire system.[

[haoawesome]

相关问答： #224 求社会网络相关资料，最好是经济学方向

http://scholar.google.com/scholar?q=network+analysis+financial+market

[haoawesome]

http://www.nature.com/nphys/focus/finance/index.html Complex networks in finance

• Nature Physics Focus issue: March 2013 Volume 9 No 3 pp119-197
• http://physicsoffinance.blogspot.com/2013/03/networks-in-finance.html

[haoawesome]

推荐综述

http://www.lem.sssup.it/WPLem/files/2013-08.pdf
Systemic risk, contagion, and financial networks: A survey
M Chinazzi, G Fagiolo - (2013)

http://bigdata.csail.mit.edu/sites/bigdata/files/sites/Lo%20abstract%20and%20paper%20-%20Systemic_OFR1_final.pdf
A survey of systemic risk analytics
D Bisias, M Flood, AW Lo… - Annu. Rev. Financ. Econ …, 2012

[haoawesome]

http://www.bwl.uni-kiel.de/vwlinstitute/gwif/files/papers/vw_proposal_kiel.pdf Financial Markets As Complex Networks

• proposal

[haoawesome]

financial networks

http://www.its.caltech.edu/~melliott/papers/financial_networks.pdf
Financial Networks and Contagion∗
Matthew Elliott† Benjamin Golub‡ Matthew O. Jackson§
Revision: January 2014

http://www.sciencedirect.com/science/article/pii/S1572308913000193
A network analysis of global banking: 1978–2010

• C Minoiu, JA Reyes

http://www.sciencedirect.com/science/article/pii/S0304407614000712
On the network topology of variance decompositions: Measuring the connectedness of financial firms
FX Diebold, K Yılmaz - Journal of Econometrics, 2014

http://link.springer.com/chapter/10.1007/978-1-4614-5574-5_5
Network-based representation of stock market dynamics: an application to American and Swedish stock markets
D Jallo, D Budai, V Boginski, B Goldengorin

[haoawesome]

问：目前国外复杂网络用于金融市场的前沿性文章能否推荐下？
答： 资料汇总 #232 关键词 financial networks 一篇综述 “Systemic risk, contagion, and financial networks: A survey” (2013)

[haoawesome]

推荐一篇综述(“A survey of systemic risk analytics” by 美国 Office of Financial Research, 2012): 讨论了经济与金融领域中系统风险(systemic risk)的31种量化评测指标, 提出了基于不同标准的四个分类树：监管范畴，决策过程，科研算法, 数据需求

[roywwei]

nice！
2014-9-30 上午4:27于 "haoawesome" notifications@github.com写道：

推荐一篇综述(“A survey of systemic risk analytics” by 美国 Office of Financial
Research): 从三个角度（监督，科研，数据）讨论金融系统风险的7大类31种量化评测指标，

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